+47.4%
EWZ vs XYL
+126.3%
-78.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | -1.5% | +5.9% | -7.4% | -4.3% |
| 30D | -24.5% | -3.9% | -20.6% | -23.9% |
| 3M | -10.7% | -18.7% | +8.0% | -2.7% |
| 6M | -19.1% | -16.9% | -2.2% | -13.2% |
| YTD | +1.6% | -27.4% | +29.0% | +15.6% |
| 1Y | +4.3% | -34.0% | +38.3% | +24.5% |
| 3Y | +19.0% | +5.6% | +13.4% | +7.5% |
| 5Y | +57.7% | -20.6% | +78.2% | +62.3% |
| All | +47.4% | +126.3% | -78.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling